+418.4%
AMT vs TRGP
+2,170.2%
-1,751.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.1% | +0.5% |
| 7D | +1.6% | -5.8% | +7.4% | +2.2% |
| 30D | +4.5% | -1.5% | +5.9% | +4.5% |
| 3M | +13.8% | +6.1% | +7.7% | +12.9% |
| 6M | +10.0% | +14.4% | -4.3% | +8.3% |
| YTD | +11.8% | +55.3% | -43.6% | +6.6% |
| 1Y | +10.2% | +69.1% | -58.9% | +4.2% |
| 3Y | +15.1% | +254.3% | -239.1% | -0.3% |
| 5Y | -18.8% | +471.4% | -490.2% | -33.3% |
| 10Y | +133.7% | +773.0% | -639.3% | +71.6% |
| All | +418.4% | +2,170.2% | -1,751.8% | +168.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TRGP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling